While we're waiting on Kuroda here's what the DTCC have listed at the moment
- USDJPY 120.00 (USD 1bln) 121.00 (1bln) 121.50 (1bln) 122.00 (1.8bln 122.50 (13bln)
- EURUSD 1.0700 (EUR 3.7bln) 1.0750 (1.8bln) 1.0800 (5.1bln) 1.0850-55 (1.3bln) 1.0900 (3.5bln) 1.0950 (1.3bln) 1.0975 (1bln) 1.1000(4.5bln)
- GBPUSD 1.4900 (GBP 600m) 1.5000 (1.3bln) 1.5100 (602m) 1.5150 (642m)
- AUDUSD 0.7000 (AUD 1.4bln) 0.7100 (814m) 0.7150 (451m) 0.7200 (500m) 0.7300 (569m)
- NZDUSD 0.6500 (NZD 1.8bln) 0.6650 (1.2bln)
- USDCAD None listed at present
Some notably large contracts rolling off today which should help contain potentially extreme moves
Look like the 122.00 expriries definitely helped to put a bid under that fall back as I highlighted in my earlier post. Currently 122.30 from 121.97
I'll keep my eyes out for any being listed for next week
For more on how to use this info click here